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Related papers: Change Point Estimation in a Dynamic Stochastic Bl…

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We study the problem of change point localization in dynamic networks models. We assume that we observe a sequence of independent adjacency matrices of the same size, each corresponding to a realization of an unknown inhomogeneous Bernoulli…

Methodology · Statistics 2020-10-22 Daren Wang , Yi Yu , Alessandro Rinaldo

Given a finite sequence of graphs, e.g., coming from technological, biological, and social networks, the paper proposes a methodology to identify possible changes in stationarity in the stochastic process generating the graphs. In order to…

Machine Learning · Statistics 2021-02-11 Daniele Zambon , Cesare Alippi , Lorenzo Livi

A number of real world problems in many domains (e.g. sociology, biology, political science and communication networks) can be modeled as dynamic networks with nodes representing entities of interest and edges representing interactions…

Social and Information Networks · Computer Science 2017-06-06 Yu Wang , Aniket Chakrabarti , David Sivakoff , Srinivasan Parthasarathy

Statistical node clustering in discrete time dynamic networks is an emerging field that raises many challenges. Here, we explore statistical properties and frequentist inference in a model that combines a stochastic block model (SBM) for…

Methodology · Statistics 2016-06-23 Catherine Matias , Vincent Miele

Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases by detecting abrupt changes in the dynamics of a time series…

Methodology · Statistics 2026-01-16 Wai Leong Ng , Xinyi Tang , Mun Lau Cheung , Jiacheng Gao , Chun Yip Yau , Holger Dette

Changes in the statistical properties of a stochastic process are typically assumed to occur via change-points, which demark instantaneous moments of complete and total change in process behavior. In cases where these transitions occur…

Machine Learning · Statistics 2022-05-06 Chris Browne

With the advent of structured data in the form of social networks, genetic circuits and protein interaction networks, statistical analysis of networks has gained popularity over recent years. Stochastic block model constitutes a classical…

Statistics Theory · Mathematics 2015-05-27 Debdeep Pati , Anirban Bhattacharya

We propose a general approach for change-point detection in dynamic networks. The proposed method is model-free and covers a wide range of dynamic networks. The key idea behind our approach is to effectively utilize the network structure in…

Methodology · Statistics 2019-08-07 Zifeng Zhao , Li Chen , Lizhen Lin

This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into several sub-samples with observations belonging to different…

Statistics Theory · Mathematics 2013-01-25 Boris Brodsky , Boris Darkhovsky

The building of mathematical and computer models of cities has a long history. The core elements are models of flows (spatial interaction) and the dynamics of structural evolution. In this article, we develop a stochastic model of urban…

Methodology · Statistics 2018-05-10 L. Ellam , M. Girolami , G. A. Pavliotis , A. Wilson

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Gersende Fort , Walid Hachem

This paper studies change point detection on networks with community structures. It proposes a framework that can detect both local and global changes in networks efficiently. Importantly, it can clearly distinguish the two types of…

Social and Information Networks · Computer Science 2017-06-20 Yu Wang , Aniket Chakrabarti , David Sivakoff , Srinivasan Parthasarathy

The study of time-varying (dynamic) networks (graphs) is of fundamental importance for computer network analytics. Several methods have been proposed to detect the effect of significant structural changes in a time series of graphs. The…

Social and Information Networks · Computer Science 2017-07-25 Peter Wills , Francois G. Meyer

We propose to estimate the number of communities in degree-corrected stochastic block models based on a pseudo likelihood ratio statistic. To this end, we introduce a method that combines spectral clustering with binary segmentation. This…

Methodology · Statistics 2019-07-31 Shujie Ma , Liangjun Su , Yichong Zhang

We propose a robust, scalable, integrated methodology for community detection and community comparison in graphs. In our procedure, we first embed a graph into an appropriate Euclidean space to obtain a low-dimensional representation, and…

Machine Learning · Statistics 2016-08-29 Vince Lyzinski , Minh Tang , Avanti Athreya , Youngser Park , Carey E. Priebe

Link streams model interactions over time in a wide range of fields. Under this model, the challenge is to mine efficiently both temporal and topological structures. Community detection and change point detection are one of the most…

Social and Information Networks · Computer Science 2019-07-25 Souaad Boudebza , Remy Cazabet , Omar Nouali , Faical Azouaou

The Stochastic Block Model (Holland et al., 1983) is a mixture model for heterogeneous network data. Unlike the usual statistical framework, new nodes give additional information about the previous ones in this model. Thereby the…

Statistics Theory · Mathematics 2011-11-01 Antoine Channarond , Jean-Jacques Daudin , Stéphane Robin

Recently network analysis has gained more and more attentions in statistics, as well as in computer science, probability, and applied mathematics. Community detection for the stochastic block model (SBM) is probably the most studied topic…

Statistics Theory · Mathematics 2015-11-17 Anderson Y. Zhang , Harrison H. Zhou

A framework based on generalized hierarchical random graphs (GHRGs) for the detection of change points in the structure of temporal networks has recently been developed by Peel and Clauset [1]. We build on this methodology and extend it to…

Social and Information Networks · Computer Science 2016-11-18 Simon De Ridder , Benjamin Vandermarliere , Jan Ryckebusch

The ability to detect change-points in a dynamic network or a time series of graphs is an increasingly important task in many applications of the emerging discipline of graph signal processing. This paper formulates change-point detection…

Applications · Statistics 2023-07-19 Heng Wang , Minh Tang , Youngser Park , Carey E. Priebe